Important update on the dividend policy for this fund: The Trustees of the Putnam Funds have approved an amendment to the dividend policy for the Putnam closed-end funds to establish targeted distribution rates for common shares. Read more here.


Premier Income Trust (Class A)  (NYSE: PPT)

A closed-end fund seeking high current income by investing in a wide variety of fixed-income securities globally.

Webcast | Update on Putnam closed-end funds: PIM and PPT | January 16, 2019 | 1:15pm ET

Highlights

Objective

The fund seeks to provide high current income. The fund pursues its goal through asset allocation across three different fixed-income sectors: U.S. high-grade, high-yield, and international securities.

Strategy and process

  • Broad diversification: The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
  • Flexible risk allocations: The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
  • Active duration management: As the fund's duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.

Daily pricing as of 02/15/19

Ticker NYSE: PPT
Net asset value $5.39
Net asset value change 0.00
Market price $5.01
Market price change 0.00
Discount/Premium -7.05%
Dividend rate at net asset value 7.79%
Dividend rate at market price 8.38%

Fund facts as of 01/31/19

Inception date
02/29/88
Total net assets
$554.23M
Dividend frequency
Monthly
Number of holdings
1639
Product status
Trades on secondary market
Common share CUSIP
746853100
Ticker
NYSE: PPT
Fiscal year-end
July
Category
Closed End
Turnover (fiscal year end)
785%
Number of common share accounts
4601
Outstanding common shares
-
AMT
N/A

Management team

Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income


Manager commentary | Q4 2018

How interest-rate risk dominates indexes

D. William Kohli discusses income investing beyond indexes.


Literature

Fund documents

Fact Sheet (PDF)
Annual Report (PDF)
Semiannual Report (PDF)
Analyst Report (PDF)

How the Japan election may influence global interest rates
The Japan election could have consequences for the future leadership of the Bank of Japan and the country's impact on global interest rate trends.
Why Brazil's crisis creates new concerns
The revelations of May 17 may pose a threat to President Temer's administration, and therefore a threat to Brazil's short- and medium-term economic outlook.
See the dove in the Fed's dot plot
The market sees a more hawkish Fed in the December 2016 rate hike, but we see see signs of a dove in the Fed's dot plot.

Performance

  • Performance as of 12/31/18

  • Annual performance as of 12/31/18

Last month Last quarter Year to date 1 yr. 3 yrs. 5 yrs. 10 yrs.
Net asset value -2.33% -4.25% -1.23% -1.23% 4.05% 2.42% 9.46%
Market price -4.18% -9.25% -6.41% -6.41% 4.44% 3.12% 10.02%
Comparative index: ICE BofAML U.S. Treasury Bill Index†
Net asset value 0.20%0.58%1.88%1.88%1.02%0.64%0.40%

Data is historical. Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Investment return at both net asset value and market price as well as principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Performance at net asset value reflects the deduction of all management and administrative fees. 12b-1 (distribution) fees are not applicable to this fund.

Performance snapshot

  Net asset value Market price
1 mt. 3.75% 6.06%
as of 01/31/19
YTD 4.33% -
as of 02/15/19

Lipper rankings as of 01/31/19

Time period Rank/Funds in category Percentile ranking
1 yr. 28/36 76%
3 yrs. 23/30 75%
5 yrs. 21/25 81%
10 yrs. 9/16 53%
Lipper category: General Bond Funds

Distribution history (past 12 mts.)

Ex-distribution date Distribution amount
per common share
01/24/19 $00.035
12/21/18 $00.035
11/23/18 $00.026
10/24/18 $00.026
09/24/18 $00.026
08/24/18 $00.026
07/24/18 $00.026
06/22/18 $00.026
05/24/18 $00.026
04/24/18 $00.026
03/23/18 $00.026
02/23/18 $00.026

Distributions are sourced entirely from net investment income, unless noted otherwise. Distribution rates represent the latest declared regular distribution, annualized, relative to the most recent market price and NAV. Special distributions, including special capital gains distributions, are not included in the calculation.

Risk characteristics 

Average effective maturity 7.41
Average stated maturity N/A
Average effective duration
without leverage
N/A
Average effective duration
with leverage
1.48
Average yield to maturity 7.41
Average price 84.41
Average coupon 6.21

Data is historical. Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Investment return at both net asset value and market price as well as principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Performance at net asset value reflects the deduction of all management and administrative fees. 12b-1 (distribution) fees are not applicable to this fund.

Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.

The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.

The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.


Holdings

Top 10 holdings as of 01/31/19

Fnma Fn30 Tba 04.0000 02/01/2049 11.82%
Fnma Fn30 Tba 03.5000 03/01/2049 8.88%
Fnma Fn30 Tba 03.5000 02/01/2049 8.52%
Gnma Gii30 Tba 04.5000 02/01/2049 3.18%
Gnma Gii30 Tba 04.0000 02/01/2049 1.67%
Fnma Fn30 Tba 05.5000 02/01/2049 0.96%
United Mexican States Usd 05.5500 01/21/2045 0.95%
Hellenic Republic Regs 03.0000 02/24/2028 0.85%
Cas 2016-C03 2m2 08.4100 10/25/2028 0.85%
Provincia De Cordoba Regs 07.4500 09/01/2024 0.85%
Top 10 holdings, percent of portfolio 38.53%

Full portfolio holdings as of 12/31/18

FNMA FN30 TBA 03.5000 01/01/2049 15.16%
FNMA FN30 TBA 04.0000 01/01/2049 12.06%
GNMA GII30 TBA 04.5000 01/01/2049 3.25%
GNMA GII30 TBA 04.0000 01/01/2049 1.70%
FNMA FN30 TBA 05.5000 01/01/2049 0.98%
UNITED MEXICAN STATES USD 05.5500 01/21/2045 0.96%
PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 0.93%
CAS 2016-C03 2M2 08.4063 10/25/2028 0.88%
PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 0.85%
PROVINCIA DE CORDOBA REGS 07.4500 09/01/2024 0.85%
CAS 2015-C04 1M2 08.2063 04/25/2028 0.83%
CWALT 2006-OA10 4A1 02.6963 08/25/2046 0.82%
HELLENIC REPUBLIC REGS 03.0000 02/24/2028 0.82%
VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 0.78%
HELLENIC REPUBLIC REGS 03.0000 02/24/2030 0.76%
CAS 2015-C03 1M2 07.5063 07/25/2025 0.72%
FNR 2016-78 CS IO 03.5938 05/25/2039 0.63%
PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 0.63%
CAS 2016-C02 1B 14.7563 09/25/2028 0.61%
GNR 2016-H23 NI IO 02.4639 10/20/2066 0.61%
UNITED MEXICAN STATES USD 04.1500 03/28/2027 0.56%
GNR 2017-H16 JI IO 02.0554 08/20/2067 0.55%
HELLENIC REPUBLIC P/P REGS 04.3750 08/01/2022 0.52%
PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 0.52%
ARGENTINE REPUBLIC USD 06.8750 01/26/2027 0.51%
STACR 2018-HQA1 M2 04.8063 09/25/2030 0.51%
STACR 2016-DNA1 B 12.5063 07/25/2028 0.49%
JPMBB 2014-C25 D P/P 144A 03.9446 11/15/2047 0.47%
REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 0.45%
SWPTN 5WX10Y R 3.0375 USD 01/03/2019 GS 0.45%
JPMBB 2014-C18 D P/P 144A 04.8115 02/15/2047 0.44%
MSBAM 2013-C10 E P/P 144A 04.0821 07/15/2046 0.43%
CMLTI 2007-AMC3 A2D 02.8563 03/25/2037 0.42%
CWALT 2005-59 1A1 02.8001 11/20/2035 0.42%
GNR 2014-149 IP IO 04.0000 07/16/2044 0.42%
FEDERATIVE REP OF BRAZIL USD 04.6250 01/13/2028 0.41%
OMIR 2018-1A M2 05.3563 07/25/2028 0.41%
CSAIL 2015-C1 D P/P 144A 03.7957 04/15/2050 0.39%
GNR 2018-127 IC IO 05.0000 10/20/2044 0.39%
GNR 2018-H02 EI IO 02.2953 01/20/2068 0.39%
CFCRE 2011-C2 F P/P 144A 05.2500 12/15/2047 0.38%
PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 0.38%
CAS 2017-C03 1B1 07.3563 10/25/2029 0.36%
FHR 4604 QI IO 03.5000 07/15/2046 0.36%
GNR 2017-H16 IG IO 01.5478 07/20/2067 0.35%
GSMS 2014-GC24 D P/P 144A 04.5293 09/10/2047 0.35%
STACR 2015-DNA3 B 11.8563 04/25/2028 0.35%
WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 0.35%
CAS 2017-C02 2B1 08.0063 09/25/2029 0.34%
FNR 2013-58 DI IO 04.0000 06/25/2043 0.34%
REP OF INDONESIA P/P 144A 06.6250 02/17/2037 0.34%
WAMU 2005-AR13 A1C3 02.9963 10/25/2045 0.34%
CAS 2016-C03 1B 14.2563 10/25/2028 0.33%
PROVINCIA DE CORDOBA P/P 144A 07.1250 08/01/2027 0.33%
WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 0.33%
FNR 2015-30 IO IO 05.5000 05/25/2045 0.32%
HELLENIC REPUBLIC REGS 03.0000 02/24/2026 0.32%
CAS 2016-C01 1B 14.2563 08/25/2028 0.31%
DOMINICAN REPUBLIC P/P 144A 05.5000 01/27/2025 0.31%
GNR 2010-9 UI IO 05.0000 01/20/2040 0.31%
GNR 2010-90 ES IO 03.4799 07/20/2040 0.31%
GNR 2017-26 MI IO 05.0000 11/20/2039 0.31%
GNR 2017-H08 NI IO 02.1884 03/20/2067 0.30%
SWPTN 2YX13Y R 3.162 USD 11/30/2020 JP 0.30%
MSC 2006-HQ10 B 05.4480 11/12/2041 0.28%
CAS 2015-C03 2M2 07.5063 07/25/2025 0.27%
GNR 2018-127 ID IO 05.0000 07/20/2045 0.27%
GNR 2018-H03 XI IO 02.1248 02/20/2068 0.27%
GNR 2018-H05 BI IO 02.1911 02/20/2068 0.27%
HELLENIC REPUBLIC REGS 03.0000 02/24/2023 0.27%
FHR 4580 ID IO 03.5000 08/15/2045 0.26%
JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 0.26%
MLCFC 2006-4 C 05.3240 12/12/2049 0.26%
PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 0.26%
STACR 2018-DNA2 B1 06.2063 12/25/2030 0.26%
FHR 4813 IO IO 05.5000 08/15/2048 0.25%
GNR 2015-186 AI IO 04.0000 12/20/2045 0.25%
GNR 2016-75 EI IO 03.5000 08/20/2045 0.25%
GNR 2016-H10 AI IO 01.2020 04/20/2066 0.25%
GNR 2017-93 TI IO 04.0000 03/20/2044 0.25%
GNR 2017-H16 IH IO 01.4443 07/20/2067 0.25%
GNR 2018-H15 KI IO 01.9866 08/20/2068 0.25%
COMM 2012-CR3 F P/P 144A 04.7500 10/15/2045 0.24%
CWALT 2006-OA7 1A1 02.9232 06/25/2046 0.24%
FHR 4452 QI IO 04.0000 11/15/2044 0.24%
GNR 2013-14 IO IO 03.5000 12/20/2042 0.24%
GNR 2016-42 IO IO 05.0000 02/20/2046 0.24%
GNR 2017-H06 BI IO 02.3729 02/20/2067 0.24%
GNR 2017-H09 IO IO 01.7055 04/20/2067 0.24%
PETROLEOS MEXICANOS USD 06.3750 01/23/2045 0.24%
REP OF INDONESIA P/P 144A 03.3750 04/15/2023 0.24%
REP OF INDONESIA P/P 144A 04.3500 01/08/2027 0.24%
DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 0.23%
GNR 2018-127 IE IO 03.5000 01/20/2046 0.23%
BSCMS 2007-T26 AJ 05.4647 01/12/2045 0.22%
FHR 4425 IO IO 04.0000 01/15/2045 0.22%
FNR 2016-3 NI IO 06.0000 02/25/2046 0.22%
GNR 2016-H09 BI IO 01.6615 04/20/2066 0.22%
GNR 2016-H22 AI IO 02.5240 10/20/2066 0.22%
JPMBB 2013-C14 D P/P 144A 04.5657 08/15/2046 0.22%
STACR 2015-DNA2 B 10.0563 12/25/2027 0.22%
ALLY FINANCIAL INC 08.0000 11/01/2031 0.21%
BSCMS 2005-PWR7 B 05.2140 02/11/2041 0.21%
GNR 2010-35 DI IO 04.5000 03/20/2040 0.21%
GNR 2016-104 GI IO 04.5000 01/20/2046 0.21%
GNR 2017-H11 DI IO 01.8322 05/20/2067 0.21%
GNR 2017-H12 QI IO 01.9880 05/20/2067 0.21%
IVORY COAST P/P 144A 06.1250 06/15/2033 0.21%
JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 0.21%
SAMI 2007-AR1 2A1 02.6863 01/25/2037 0.21%
FNR 2010-99 NI IO 06.0000 09/25/2040 0.20%
GNR 2013-76 IO IO 03.5000 05/20/2043 0.20%
JPMCC 2011-C3 F P/P 144A 05.6604 02/15/2046 0.20%
NEXSTAR BROADC P/P 144A 05.6250 08/01/2024 0.20%
PROVINCIA DE CORDOBA P/P 144A 07.1250 06/10/2021 0.20%
SCIENTIFIC GAMES INT 10.0000 12/01/2022 0.20%
SERVICE CORP INTL 05.3750 05/15/2024 0.20%
STACR 2015-HQA2 B 13.0063 05/25/2028 0.20%
SWPTN 5WX10Y R 2.88 USD 01/14/2019 CI 0.20%
SWPTN 6WX10Y R 2.88 USD 01/22/2019 JP 0.20%
WBCMT 2004-C15 G P/P 144A 05.3950 10/15/2041 0.20%
BSCMS 2005-PWR7 D 05.3040 02/11/2041 0.19%
CFCRE 2011-C2 E P/P 144A 05.7556 12/15/2047 0.19%
FNR 2016-96 ST IO 03.5938 12/25/2046 0.19%
GNR 2014-100 NI IO 04.0000 06/20/2043 0.19%
GNR 2015-H20 CI IO 02.1805 08/20/2065 0.19%
GNR 2016-H06 DI IO 01.8468 07/20/2065 0.19%
JPMBB 2013-C14 E P/P 144A 04.5657 08/15/2046 0.19%
JPMCC 2012-C6 E P/P 144A 05.1401 05/15/2045 0.19%
PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 0.19%
UBSBB 2012-C2 F P/P 144A 04.8922 05/10/2063 0.19%
UNITED MEXICAN STATES USD 04.0000 10/02/2023 0.19%
WFRBS 2012-C10 D P/P 144A 04.4417 12/15/2045 0.19%
AES CORP/THE 05.5000 04/15/2025 0.18%
ARAB REP OF EGYPT P/P 144A 05.5770 02/21/2023 0.18%
CONTINENTAL RESOURCES 03.8000 06/01/2024 0.18%
CSC HOLDINGS LLC P/P 144A 10.1250 01/15/2023 0.18%
CWALT 2006-OA10 3A1 02.6963 08/25/2046 0.18%
GNR 2012-128 IA IO 03.5000 10/20/2042 0.18%
GNR 2017-H16 FI IO 02.2043 08/20/2067 0.18%
NOVELIS CORP P/P 144A 06.2500 08/15/2024 0.18%
SAMI 2006-AR7 A1A 02.7163 08/25/2036 0.18%
SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 0.18%
SPRINT CORP 07.8750 09/15/2023 0.18%
WAMU 2005-AR10 1A3 04.1262 09/25/2035 0.18%
DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 0.17%
DIGICEL LIMITED P/P 144A 06.7500 03/01/2023 0.17%
FHR 4546 TI IO 04.0000 12/15/2045 0.17%
GNR 2014-44 IA IO 03.5000 05/20/2028 0.17%
GNR 2015-187 JI IO 04.0000 03/20/2045 0.17%
GNR 2015-40 IO IO 04.0000 03/20/2045 0.17%
GNR 2015-53 MI IO 04.0000 04/16/2045 0.17%
GNR 2016-H02 HI IO 01.0907 01/20/2066 0.17%
GNR 2016-H18 QI IO 02.1594 06/20/2066 0.17%
JACK OHIO FIN LLC/FI P/P 144A 10.2500 11/15/2022 0.17%
LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 0.17%
MSBAM 2013-C10 F P/P 144A 04.0821 07/15/2046 0.17%
CEQUEL COM & CAP P/P 144A 07.5000 04/01/2028 0.16%
CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 0.16%
CWALT 2005-38 A3 02.8563 09/25/2035 0.16%
FHR 4077 IK IO 05.0000 07/15/2042 0.16%
FHR 4501 BI IO 03.5000 10/15/2043 0.16%
GNR 2009-121 UI IO 05.0000 12/20/2039 0.16%
GNR 2016-H03 DI IO 02.0054 12/20/2065 0.16%
GNR 2016-H16 EI IO 02.2090 06/20/2066 0.16%
GNR 2017-H02 BI IO 02.5040 01/20/2067 0.16%
GNR 2018-H05 AI IO 01.9828 02/20/2068 0.16%
LNSTR 2015-3 C P/P 144A 03.1284 04/20/2048 0.16%
NEWFIELD EXPLORATION CO 05.3750 01/01/2026 0.16%
OPTN FN30 3.0 01/07/19 CALL 95.8125 JPMC 0.16%
SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA 0.16%
SWPTN 1YX10Y R 3.096 USD 11/29/2019 JP 0.16%
ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 0.15%
CCO HLDGS LLC/CAP CO P/P 144A 05.1250 05/01/2023 0.15%
CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 0.15%
CWALT 2006-OA7 1A2 03.0974 06/25/2046 0.15%
CWALT 2007-OH1 A1D 02.7163 04/25/2047 0.15%
DISH DBS CORP 05.8750 11/15/2024 0.15%
FHR 4165 TI IO 03.0000 12/15/2042 0.15%
FNR 2013-107 SB IO 03.4438 02/25/2043 0.15%
FNR 2016-102 JI IO 03.5000 02/25/2046 0.15%
FNR 2017-7 JI IO 04.0000 02/25/2047 0.15%
GNR 2012-140 IC IO 03.5000 11/20/2042 0.15%
GNR 2015-111 IJ IO 03.5000 08/20/2045 0.15%
GNR 2015-H23 BI IO 01.7213 09/20/2065 0.15%
GNR 2015-H24 AI IO 02.0537 09/20/2065 0.15%
GNR 2016-H03 AI IO 01.2521 01/20/2066 0.15%
GNR 2016-H06 CI IO 01.3661 02/20/2066 0.15%
GSR 2007-OA1 2A3A 02.8163 05/25/2037 0.15%
INTELSAT CONNECT FIN P/P 144A 09.5000 02/15/2023 0.15%
IVORY COAST P/P 144A 05.2500 03/22/2030 0.15%
JPMCC 2013-LC11 D 04.1687 04/15/2046 0.15%
SWPTN 2YX10Y R 1.376 EUR 09/30/2019 JP 0.15%
SWPTN 3MX1Y R 3.2775 USD 01/03/2019 GS 0.15%
SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS 0.15%
SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS 0.15%
TRAVELPORT CORP FIN P/P 144A 06.0000 03/15/2026 0.15%
UNITYMEDIA HESSEN / NRW REGS 06.2500 01/15/2029 0.15%
2.90 R ISWP FWD US0003M P 03/20/2029 0.14%
ALLIANCE DATA SYS CO P/P 144A 05.3750 08/01/2022 0.14%
ALTICE LUXEMBOURG SA P/P 144A 07.7500 05/15/2022 0.14%
BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 0.14%
BSCMS 2006-PW11 B P/P 144A 05.2698 03/11/2039 0.14%
BSCMS 2007-T28 D P/P 144A 05.5336 09/11/2042 0.14%
CBS RADIO INC P/P 144A 07.2500 11/01/2024 0.14%
COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 0.14%
CSC HOLDINGS LLC 05.2500 06/01/2024 0.14%
FIRST DATA CORP P/P 144A 05.7500 01/15/2024 0.14%
FNR 2011-101 SA IO 03.3938 10/25/2041 0.14%
GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 0.14%
GNR 2014-H21 BI IO 01.5364 10/20/2064 0.14%
GNR 2015-64 YI IO 04.0000 11/20/2044 0.14%
GNR 2015-H20 AI IO 01.8191 08/20/2065 0.14%
GNR 2017-165 IM IO 03.5000 11/20/2047 0.14%
JPMCC 2007-CB20 E P/P 144A 06.2331 02/12/2051 0.14%
MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 0.14%
NHLT 2018-1A M5 P/P 144A 06.0000 02/25/2028 0.14%
OPTN FN30 2.5 01/07/19 CALL 92.26171875 JPMC 0.14%
REPUBLIC OF INDONESIA REGS 04.1250 01/15/2025 0.14%
REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 0.14%
SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 0.14%
SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 0.14%
STEEL DYNAMICS INC 05.0000 12/15/2026 0.14%
SWPTN 1YX1Y R 3.02 USD 08/28/2019 MS 0.14%
SWPTN 5WX10Y R 2.92 USD 01/11/2019 BC 0.14%
SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP 0.14%
TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 0.14%
TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 0.14%
WABASH NATIONAL CORP P/P 144A 05.5000 10/01/2025 0.14%
ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 0.13%
AXALTA COATING SYS P/P 144A 04.8750 08/15/2024 0.13%
CAS 2018 - C01 1B1 06.0563 07/25/2030 0.13%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS 0.13%
COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 0.13%
COVEY PARK ENERGY LL P/P 144A 07.5000 05/15/2025 0.13%
DIAMONDBACK ENERGY INC 05.3750 05/31/2025 0.13%
FNR 2012-30 HI IO 04.5000 12/25/2040 0.13%
FNR 2015-88 QI IO 04.0000 10/25/2044 0.13%
GNR 2010-35 AI IO 04.5000 03/20/2040 0.13%
GNR 2012-136 BI IO 03.5000 11/20/2042 0.13%
GNR 2012-47 CI IO 04.0000 03/20/2042 0.13%
GNR 2013-151 IB IO 04.5000 02/20/2040 0.13%
GNR 2013-182 IQ IO 04.5000 12/16/2043 0.13%
GNR 2013-34 IH IO 04.5000 03/20/2043 0.13%
GNR 2013-37 JI IO 03.5000 01/20/2043 0.13%
GNR 2014-100 LI IO 04.5000 10/16/2043 0.13%
GNR 2014-119 SA IO 03.1299 08/20/2044 0.13%
GNR 2015-52 KI IO 03.5000 11/20/2040 0.13%
GNR 2015-62 IL IO 03.5000 02/16/2042 0.13%
GNR 2015-H25 EI IO 01.8424 10/20/2065 0.13%
GREAT LAKES D&D 08.0000 05/15/2022 0.13%
ITRON INC P/P 144A 05.0000 01/15/2026 0.13%
IVORY COAST REGS 06.1250 06/15/2033 0.13%
JPMBB 2014-C18 E P/P 144A 04.3115 02/15/2047 0.13%
SPRINGLEAF FINANCE CORP 06.8750 03/15/2025 0.13%
STACR 2016-HQA3 M3 06.3563 03/25/2029 0.13%
STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 0.13%
SWPTN 10YX30Y R 1.72 EUR 11/27/2028 UB 0.13%
SWPTN 2YX13Y P 3.162 USD 11/30/2020 JP 0.13%
SWPTN 2YX30Y R 1.758 EUR 09/30/2019 JP 0.13%
SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP 0.13%
VIDEOTRON LTD USD 05.0000 07/15/2022 0.13%
WAMU 2005-AR19 A1C4 02.9063 12/25/2045 0.13%
WFRBS 2012-C9 E P/P 144A 04.7802 11/15/2045 0.13%
APERGY CORP 06.3750 05/01/2026 0.12%
ARAB REPUBLIC OF EGYPT REGS 06.1250 01/31/2022 0.12%
BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 0.12%
CAS 2015-C04 2M2 08.0563 04/25/2028 0.12%
CAS 2018-C04 2M2 05.0563 12/25/2030 0.12%
CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 0.12%
CEQUEL COM HLDG I/CA P/P 144A 05.1250 12/15/2021 0.12%
CNO FINANCIAL GROUP INC 05.2500 05/30/2025 0.12%
COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 0.12%
CWALT 2006-OA10 2A1 02.6963 08/25/2046 0.12%
DRESDNER FNDG TRUST I REGS 08.1510 06/30/2031 0.12%
FHR 4510 HI IO 03.0000 03/15/2040 0.12%
GFL ENVIRONMENTAL P/P 144A 07.0000 06/01/2026 0.12%
GNR 2013-H08 CI IO 01.6625 02/20/2063 0.12%
GNR 2018-127 IB IO 04.5000 06/20/2045 0.12%
HCA INC 06.5000 02/15/2020 0.12%
IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 0.12%
LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 0.12%
NAVISTAR TLB L+350 04.7500 11/06/2024 0.12%
PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 0.12%
REFINITIV TLB L+375 06.2724 10/01/2025 0.12%
REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 0.12%
STACR 2017-DNA1 B1 07.4563 07/25/2029 0.12%
SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA 0.12%
BOMBARDIER INC P/P 144A 07.5000 12/01/2024 0.11%
CHENIERE CORP CHRIST 05.8750 03/31/2025 0.11%
CIT GROUP INC. 05.2500 03/07/2025 0.11%
DBALT 2006-AR4 A2 02.6963 12/25/2036 0.11%
FNR 2017-15 LI IO 04.0000 06/25/2046 0.11%
GNR 2010-35 QI IO 04.5000 03/20/2040 0.11%
GNR 2015-H10 BI IO 01.7127 04/20/2065 0.11%
GNR 2016-37 IW IO 04.5000 02/20/2046 0.11%
GNR 2016-48 MI IO 03.5000 04/16/2046 0.11%
GNR 2016-H17 KI IO 02.1411 07/20/2066 0.11%
GNR 2016-H24 CI IO 01.6812 10/20/2066 0.11%
GNR 2017-11 PI IO 04.0000 12/20/2046 0.11%
GNR 2017-42 IC IO 04.5000 08/20/2041 0.11%
GNR 2017-H19 MI IO 02.0383 04/20/2067 0.11%
GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 0.11%
IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 0.11%
INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 0.11%
IVORY COAST REGS 06.3750 03/03/2028 0.11%
JO-ANN STORES 2NDL L+925 11.6038 05/21/2024 0.11%
NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 0.11%
OMIR 2017-1A B1 P/P 144A 08.2563 04/25/2027 0.11%
PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 0.11%
RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 0.11%
REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 0.11%
RMIR 2018-1 M2 04.2100 03/25/2028 0.11%
SIX FLAGS ENT P/P 144A 04.8750 07/31/2024 0.11%
SWPTN 10YX30Y P 1.72 EUR 11/27/2028 UB 0.11%
0.00 R ISWP BZDIOVRA P 01/02/2023 0.10%
ALTICE LUXEMBOURG SA P/P 144A 07.6250 02/15/2025 0.10%
AMC ENTERTAINMENT HLDGS 06.1250 05/15/2027 0.10%
ARGENTINE REPUBLIC USD 04.6250 01/11/2023 0.10%
AVAYA TLB L+425 06.7010 12/15/2024 0.10%
BALTA 2004-3 B 05.4313 04/25/2034 0.10%
BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 0.10%
BOISE CASCADE CO P/P 144A 05.6250 09/01/2024 0.10%
BRIGGS & STRATTON CORPORATION 06.8750 12/15/2020 0.10%
CALPINE CORPORATION 05.7500 01/15/2025 0.10%
CAS 2017-C02 2M2 06.1563 09/25/2029 0.10%
COMM 2012-CR3 E P/P 144A 04.7527 10/15/2045 0.10%
CWALT 2006-45T1 2A7 02.8463 02/25/2037 0.10%
DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 0.10%
ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 0.10%
ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 0.10%
FHR 3852 SC IO 04.1949 04/15/2040 0.10%
GARTNER INC P/P 144A 05.1250 04/01/2025 0.10%
GNR 2010-35 UI IO 05.0000 03/20/2040 0.10%
GNR 2015-H08 CI IO 01.7814 03/20/2065 0.10%
GNR 2015-H15 BI IO 02.1061 06/20/2065 0.10%
GNR 2016-29 IO IO 04.0000 02/16/2046 0.10%
GNR 2016-H14 IO IO 01.6642 06/20/2066 0.10%
HCA INC 05.5000 06/15/2047 0.10%
HESS INFRASTRUCTURE P/P 144A 05.6250 02/15/2026 0.10%
HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 0.10%
INFOR SOFTWARE P/P 144A 07.1250 05/01/2021 0.10%
JACK OHIO FIN LLC/FI P/P 144A 06.7500 11/15/2021 0.10%
JPALT 2007-A2 12A1 02.7063 06/25/2037 0.10%
LEVEL 3 FINANCING INC 05.2500 03/15/2026 0.10%
MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 0.10%
REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 0.10%
SWPTN 5WX10Y R 2.855 USD 01/11/2019 BC 0.10%
SYNGENTA FINANCE NV P/P 144A 05.1820 04/24/2028 0.10%
T-MOBILE USA INC 06.3750 03/01/2025 0.10%
VALEANT PHARMA INTL P/P 144A 08.5000 01/31/2027 0.10%
VISTRA ENERGY CORP 07.6250 11/01/2024 0.10%
WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 0.10%
ZEKELMAN IND INC P/P 144A 09.8750 06/15/2023 0.10%
0.90 R ISWP FWD EUR006M P 03/20/2029 0.09%
ALTA MESA HLDGS 07.8750 12/15/2024 0.09%
BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 0.09%
BIG RVR STL/FIN P/P 144A 07.2500 09/01/2025 0.09%
CAS 2018-C06 2M2 04.6063 03/25/2031 0.09%
CEMEX FINANCE LLC P/P 144A 06.0000 04/01/2024 0.09%
CLEAR CHANNEL TLD L+675 09.2724 01/30/2019 0.09%
CONSTELLIUM NV P/P 144A 05.8750 02/15/2026 0.09%
DENBURY RESOURCES IN P/P 144A 09.0000 05/15/2021 0.09%
DIAMOND BC BV P/P 144A 05.6250 08/15/2025 0.09%
FHR 4122 TI IO 04.5000 10/15/2042 0.09%
FHR 4193 PI IO 04.0000 03/15/2043 0.09%
FHR 4560 PI IO 03.5000 05/15/2045 0.09%
FHR 4678 MS IO 05.1072 04/15/2047 0.09%
FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 0.09%
FRONTIER COMM P/P 144A 08.5000 04/01/2026 0.09%
GNR 2013-27 PI IO 03.5000 12/20/2042 0.09%
GNR 2013-54 JI IO 03.5000 02/20/2043 0.09%
GNR 2014-76 IO IO 05.0000 05/20/2044 0.09%
GNR 2015-167 BI IO 04.5000 04/16/2045 0.09%
GNR 2017-38 DI IO 05.0000 03/16/2047 0.09%
HELLENIC REPUBLIC REGS 03.0000 02/24/2031 0.09%
HOLLY ENERGY PARTNE P/P 144A 06.0000 08/01/2024 0.09%
HUSKY TLB L+300 05.5224 03/28/2025 0.09%
INFOR US INC 06.5000 05/15/2022 0.09%
MATCH GROUP INC P/P 144A 05.0000 12/15/2027 0.09%
MSC 2008-T29 F P/P 144A 06.1073 01/11/2043 0.09%
ORTHO-CLINICAL INC/S P/P 144A 06.6250 05/15/2022 0.09%
RIVERS PITTSBURGH LP P/P 144A 06.1250 08/15/2021 0.09%
ROBERTSHAW 1STL L+350 05.3725 02/15/2025 0.09%
SESI LLC 07.7500 09/15/2024 0.09%
SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 0.09%
SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 0.09%
SPRINT CORP 07.2500 09/15/2021 0.09%
SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP 0.09%
SWPTN 5WX10Y R 2.9125 USD 01/09/2019 UB 0.09%
SWPTN 7YX5Y P 2.647 USD 06/03/2024 BA 0.09%
SWPTN 7YX5Y P 2.654 USD 06/03/2024 CI 0.09%
TRINIDAD DRILLING LT P/P 144A 06.6250 02/15/2025 0.09%
WATCO COS LLC/FI P/P 144A 06.3750 04/01/2023 0.09%
WEWORK COS INC P/P 144A 07.8750 05/01/2025 0.09%
3.073 R ISWP FWD US0003M P 03/04/2029 0.08%
3.312 R ISWP US0003M P 11/08/2048 0.08%
ALLEGHENY TECHNOLOGIES 07.8750 08/15/2023 0.08%
ALPHA 3 BV / US BID P/P 144A 06.2500 02/01/2025 0.08%
ALTICE FRANCE SA P/P 144A 06.2500 05/15/2024 0.08%
BRAND ENERGY TL L+425 06.7324 06/21/2024 0.08%
CABLEVISION SYS CORP 08.0000 04/15/2020 0.08%
CCMFC 2006-4A A2 02.6863 11/25/2047 0.08%
CENTENE CORP 06.1250 02/15/2024 0.08%
CF INDUSTRIES INC 04.9500 06/01/2043 0.08%
CHESAPEAKE ENERGY CORP 08.0000 01/15/2025 0.08%
CLEAR CHANNEL COMMUN 09.0000 12/15/2019 0.08%
CMLTI 2007-AR5 1A1A 04.2493 04/25/2037 0.08%
CPTFEMU P 1.71 R 07/15/37 0.08%
CSC HOLDINGS LLC P/P 144A 07.7500 07/15/2025 0.08%
CWALT 2006-OA10 1A1 03.1174 08/25/2046 0.08%
FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 0.08%
FNR 2012-36 SN IO 03.9438 04/25/2042 0.08%
FNR 2013-41 IP IO 04.0000 05/25/2043 0.08%
GMAC CAPITAL TRUST I PCT 08.4011 0.08%
GNR 2010-9 QI IO 04.5000 01/20/2040 0.08%
GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 0.08%
GRAY ESCROW INC P/P 144A 07.0000 05/15/2027 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2027 0.08%
HELLENIC REPUBLIC REGS 03.0000 02/24/2036 0.08%
HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 0.08%
HOUSTON FUEL TLB L+275 05.2800 06/26/2025 0.08%
ICAHN ENTERPRISES/FI 05.8750 02/01/2022 0.08%
KINETIC CONCEPT/KCI P/P 144A 12.5000 11/01/2021 0.08%
LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 0.08%
MEREDITH CORP P/P 144A 06.8750 02/01/2026 0.08%
MSBAM 2014-C15 F P/P 144A 04.0000 04/15/2047 0.08%
MSBAM 2014-C18 D P/P 144A 03.3890 10/15/2047 0.08%
NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 0.08%
NRG ENERGY INC 06.6250 01/15/2027 0.08%
PENSKE AUTO GRP INC 05.7500 10/01/2022 0.08%
PROVINCIA DE BUENOS P/P 144A 52.2870 05/31/2022 0.08%
ROYAL BK SCOTLND GRP PLC USD 07.5000 12/29/2049 0.08%
SINCLAIR TELEVISION P/P 144A 05.6250 08/01/2024 0.08%
SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP 0.08%
SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP 0.08%
SWPTN 1MX10Y R 2.84 USD 01/04/2019 CI 0.08%
TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 0.08%
UNIVISION COMM P/P 144A 05.1250 05/15/2023 0.08%
US CONCRETE INC 06.3750 06/01/2024 0.08%
WAMU 2005-AR14 1A2 04.2152 12/25/2035 0.08%
WAMU 2005-AR19 A1B3 02.8563 12/25/2045 0.08%
WFCM 2013-LC12 D P/P 144A 04.2866 07/15/2046 0.08%
1.55 R ISWP FWD GBL6M P 03/20/2029 0.07%
1011778 BC / NEW RED P/P 144A 05.0000 10/15/2025 0.07%
AES CORP/THE 05.1250 09/01/2027 0.07%
AIR MEDICAL MERGER S P/P 144A 06.3750 05/15/2023 0.07%
ALLY FINANCIAL INC 05.7500 11/20/2025 0.07%
ALTICE FINANCING SA P/P 144A 06.6250 02/15/2023 0.07%
ARDAGH PKG FIN/HLDGS P/P 144A 07.2500 05/15/2024 0.07%
ARGENTINE REPUBLIC USD 06.6250 07/06/2028 0.07%
ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 0.07%
BALTA 2005-7 21A1 04.4057 09/25/2035 0.07%
BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 0.07%
BIOSCRIP INC 08.8750 02/15/2021 0.07%
BMC EAST LLC P/P 144A 05.5000 10/01/2024 0.07%
BUILDERS FIRSTSOURCE P/P 144A 05.6250 09/01/2024 0.07%
CAS 2016-C05 2B 13.2563 01/25/2029 0.07%
CAS 2017-C01 1M2 06.0563 07/25/2029 0.07%
CHS/COMMUNITY HEALTH 06.8750 02/01/2022 0.07%
CINEMARK USA INC 04.8750 06/01/2023 0.07%
CONSTELLIUM NV P/P 144A 05.7500 05/15/2024 0.07%
CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 0.07%
CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 0.07%
CROWN CORK & SEAL CO INC 07.3750 12/15/2026 0.07%
ENERGY TRANSFER LP 05.8750 01/15/2024 0.07%
EQUINIX INC 05.3750 05/15/2027 0.07%
FHR 4024 PI IO 04.5000 12/15/2041 0.07%
FHR 4062 DI IO 04.0000 09/15/2039 0.07%
FHR 4183 MI IO 03.0000 02/15/2042 0.07%
FIRST DATA CORP P/P 144A 05.3750 08/15/2023 0.07%
FNR 2013-60 IP IO 04.0000 10/25/2042 0.07%
FREEPORT-MCMORAN INC 06.8750 02/15/2023 0.07%
GNR 2009-121 BI IO 04.5000 12/16/2039 0.07%
GNR 2010-20 UI IO 05.0000 02/20/2040 0.07%
GNR 2012-113 ID IO 03.5000 09/20/2042 0.07%
GNR 2012-146 IO IO 05.0000 12/20/2042 0.07%
GNR 2013-3 IT IO 05.0000 01/20/2043 0.07%
GNR 2015-96 NI IO 03.5000 01/20/2039 0.07%
GNR 2017-118 KI IO 03.5000 10/20/2046 0.07%
HVMLT 2005-2 1A 02.9896 05/19/2035 0.07%
ISTAR INC 06.0000 04/01/2022 0.07%
JAGUAR HL / PPDI P/P 144A 06.3750 08/01/2023 0.07%
JPMCC 2007-CB20 C P/P 144A 06.2331 02/12/2051 0.07%
LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 0.07%
MICROCHIP TEC CV 01.6250 02/15/2027 0.07%
MSBAM 2014-C17 D P/P 144A 04.7027 08/15/2047 0.07%
OPTN FN30 3.5 02/06/19 CALL 97.109375 JPMC 0.07%
OPTN FN30 3.5 02/06/19 CALL 97.265625 JPMC 0.07%
PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 0.07%
PETROBRAS GLOBAL FINANCE USD 07.2500 03/17/2044 0.07%
PULTEGROUP INC 05.5000 03/01/2026 0.07%
REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 0.07%
RITE AID CORP P/P 144A 06.1250 04/01/2023 0.07%
ROYAL BK SCOTLND GRP PLC USD 07.6480 08/29/2049 0.07%
STANDARD IND INC P/P 144A 05.3750 11/15/2024 0.07%
SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS 0.07%
TENET HEALTHCARE 06.0000 10/01/2020 0.07%
TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 0.07%
TMS INTL CORP P/P 144A 07.2500 08/15/2025 0.07%
TRANSDIGM INC 06.3750 06/15/2026 0.07%
TRANSDIGM INC TLF L+250 05.0224 06/09/2023 0.07%
USG CORP P/P 144A 04.8750 06/01/2027 0.07%
VISTRA OPERATIONS CO P/P 144A 05.5000 09/01/2026 0.07%
WEEKLEY HOMES LLC 06.0000 02/01/2023 0.07%
WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 0.07%
WESTERN DIGITAL CORP 04.7500 02/15/2026 0.07%
WFMBS 2006-AR2 1A1 04.5952 03/25/2036 0.07%
WFMBS 2006-AR5 1A1 04.2145 04/25/2036 0.07%
WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 0.07%
0.4419 R ISWP EUR006M P 01/30/2023 0.06%
AMC ENTERTAINMENT HLDGS 05.7500 06/15/2025 0.06%
ANTERO RESOURCES 05.3750 11/01/2021 0.06%
ARAB REPUBLIC OF EGYPT REGS 05.5770 02/21/2023 0.06%
ARCELORMITTAL USD 07.0000 10/15/2039 0.06%
ARGENTINE REPUBLIC USD 07.5000 04/22/2026 0.06%
BAUSCH HLTH COS INC P/P 144A 05.8750 05/15/2023 0.06%
BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 0.06%
BOYD GAMING CORPORATION 06.0000 08/15/2026 0.06%
BWAY HOLDING CO P/P 144A 05.5000 04/15/2024 0.06%
CALIFORNIA RESOURC TL L+475 07.0365 11/17/2022 0.06%
CALIFORNIA RESOURCES P/P 144A 08.0000 12/15/2022 0.06%
CAS 2017-C05 1B1 06.1063 01/25/2030 0.06%
CAS 2017-C06 2M2 05.3063 02/25/2030 0.06%
CBS OUT AMER CAP LLC 05.6250 02/15/2024 0.06%
CBS OUT AMER CAP LLC 05.8750 03/15/2025 0.06%
CENTENE CORP 04.7500 05/15/2022 0.06%
CHENIERE CORP CHRIST 05.1250 06/30/2027 0.06%
CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 0.06%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.06%
COMSTOCK ESCROW CORP P/P 144A 09.7500 08/15/2026 0.06%
CROWN AMER/CAP P/P 144A 04.7500 02/01/2026 0.06%
CSC HOLDINGS LLC 06.7500 11/15/2021 0.06%
DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 0.06%
ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 0.06%
FNR 2010-35 SG IO 03.8938 04/25/2040 0.06%
FNR 2013-44 PI IO 04.0000 01/25/2043 0.06%
FORTERRA TL L+300 05.5224 10/25/2023 0.06%
GATES GLOBAL LLC P/P 144A 06.0000 07/15/2022 0.06%
GBP/USD CALL 1.34 20190613 BANKAM 0.06%
GNR 2013-165 IL IO 04.0000 03/20/2043 0.06%
GNR 2013-28 IO IO 03.5000 02/20/2043 0.06%
GNR 2014-4 IC IO 04.0000 01/20/2044 0.06%
GNR 2015-124 DI IO 03.5000 01/20/2038 0.06%
GNR 2015-79 GI IO 05.0000 10/20/2039 0.06%
HANESBRANDS INC P/P 144A 04.6250 05/15/2024 0.06%
HUB INTL LTD P/P 144A 07.0000 05/01/2026 0.06%
HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 0.06%
INCEPTION MRGR/RACK P/P 144A 08.6250 11/15/2024 0.06%
INDIGO NATURAL P/P 144A 06.8750 02/15/2026 0.06%
INGEVITY CORP P/P 144A 04.5000 02/01/2026 0.06%
LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 0.06%
LIBERTY MEDIA CV 01.3750 10/15/2023 0.06%
LIVE NATION ENT P/P 144A 04.8750 11/01/2024 0.06%
MATTAMY GROUP CORP P/P 144A 06.8750 12/15/2023 0.06%
MGM RESORTS INTL 06.6250 12/15/2021 0.06%
NABORS IND INC 05.7500 02/01/2025 0.06%
OPTN FN30 3.5 02/06/19 CALL 97.421875 JPMC 0.06%
PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 0.06%
PQ CORP P/P 144A 05.7500 12/15/2025 0.06%
PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 0.06%
REP OF INDONESIA P/P 144A 04.7500 01/08/2026 0.06%
REYNOLDS GROUP TL L+300 05.2724 02/05/2023 0.06%
SABRE GLBL INC P/P 144A 05.3750 04/15/2023 0.06%
STANDARD IND INC P/P 144A 06.0000 10/15/2025 0.06%
STARFRUIT US/STAR FI P/P 144A 08.0000 10/01/2026 0.06%
STARWOOD PROP TR 04.7500 03/15/2025 0.06%
SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP 0.06%
SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP 0.06%
SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP 0.06%
SWPTN 5WX10Y R 2.8525 USD 01/09/2019 UB 0.06%
SWPTN 7YX5Y R 2.647 USD 06/03/2024 BA 0.06%
SWPTN 7YX5Y R 2.654 USD 06/03/2024 CI 0.06%
SYNGENTA FINANCE NV P/P 144A 04.8920 04/24/2025 0.06%
T-MOBILE USA INC 06.0000 03/01/2023 0.06%
TOPBUILD CORP P/P 144A 05.6250 05/01/2026 0.06%
VALEANT PHARMA INTL P/P 144A 09.2500 04/01/2026 0.06%
VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 0.06%
WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 0.06%
WPX ENERGY INC 06.0000 01/15/2022 0.06%
0.30 R ISWP FWD EUR006M P 03/20/2024 0.05%
0.378 R ISWP EUR006M P 01/24/2023 0.05%
1011778 BC / NEW RED P/P 144A 04.2500 05/15/2024 0.05%
2.7725 R ISWP FWD US0003M P 03/21/2023 0.05%
ALPHA 2 BV P/P 144A 08.7500 06/01/2023 0.05%
BAUSCH HEALTH COS INC REGS 04.5000 05/15/2023 0.05%
BAUSCH HLTH COS INC P/P 144A 06.5000 03/15/2022 0.05%
BAUSCH HLTH COS INC P/P 144A 09.0000 12/15/2025 0.05%
BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 0.05%
BEACON ROOFING SUPPL 06.3750 10/01/2023 0.05%
BOYD GAMING TLB L+225 04.4661 09/15/2023 0.05%
CAD/USD 01/16/2019 SSBT 0.05%
CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 0.05%
CLEAR CHNL WORLD 06.5000 11/15/2022 0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS 0.05%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.05%
CPTFEMU P 1.7138 R 08/15/37 0.05%
CROWNROCK LP/CROWNRO P/P 144A 05.6250 10/15/2025 0.05%
DEAN FOODS CO P/P 144A 06.5000 03/15/2023 0.05%
DIAMOND RESORTS INTL P/P 144A 07.7500 09/01/2023 0.05%
EAGLECLAW MID TL L+425 06.8690 06/30/2024 0.05%
EP ENER/EVEREST ACQ P/P 144A 07.7500 05/15/2026 0.05%
EP ENER/EVEREST ACQ P/P 144A 09.3750 05/01/2024 0.05%
FHR 4000 PI IO 04.5000 01/15/2042 0.05%
FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 0.05%
FNR 2013-53 JI IO 03.0000 12/25/2041 0.05%
GLP CAPITAL LP / FIN II 05.2500 06/01/2025 0.05%
GNR 2012-56 IB IO 04.0000 04/20/2042 0.05%
GNR 2015-H26 CI IO 00.8558 08/20/2065 0.05%
HCA INC 05.2500 06/15/2026 0.05%
IVORY COAST REGS 05.3750 07/23/2024 0.05%
JPMCC 2012-C8 E P/P 144A 04.6524 10/15/2045 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.0000 06/01/2024 0.05%
KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 0.05%
LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 0.05%
MHL 2005-3 M2 03.3013 08/25/2035 0.05%
MOLINA HEALTHCARE IN 05.3750 11/15/2022 0.05%
MSC 2007-HQ11 C 05.5580 02/12/2044 0.05%
NATIONSTAR MORT/ 06.5000 07/01/2021 0.05%
NATIONSTAR MTG P/P 144A 08.1250 07/15/2023 0.05%
NCI BUILDING SYS INC P/P 144A 08.0000 04/15/2026 0.05%
NEIMAN MARCUS TL L+325 05.6295 10/25/2020 0.05%
NETFLIX INC 04.8750 04/15/2028 0.05%
NETFLIX INC P/P 144A 05.8750 11/15/2028 0.05%
NRG ENERGY INC 07.2500 05/15/2026 0.05%
NRG ENERGY P/P 144A CV 02.7500 06/01/2048 0.05%
ORTHO-CLINICAL TLB L+325 06/01/2025 0.05%
OWENS CORNING 04.2000 12/01/2024 0.05%
PALO ALTO NET P/P 144A CV 00.7500 07/01/2023 0.05%
PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 0.05%
PERTAMINA PERSERO PT P/P 144A 04.8750 05/03/2022 0.05%
PRICELINE.COM CV 00.3500 06/15/2020 0.05%
PULTEGROUP INC. 07.8750 06/15/2032 0.05%
RACKSPACE HOSTING INC L+300 05.5815 11/03/2023 0.05%
RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 0.05%
SIRIUS XM RADIO INC P/P 144A 06.0000 07/15/2024 0.05%
SPRINT COMMUNICATIONS INC. 07.0000 08/15/2020 0.05%
SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 0.05%
SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP 0.05%
SWPTN 3MX1Y R 2.99375 USD 01/03/2019 GS 0.05%
SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS 0.05%
SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI 0.05%
T-MOBILE USA INC 04.7500 02/01/2028 0.05%
TALBOTS TLB L+700 09.5056 11/28/2022 0.05%
TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 0.05%
TARGA RESOURCES PART 05.0000 01/15/2028 0.05%
TENET HEALTHCARE CORP 08.1250 04/01/2022 0.05%
TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 0.05%
TRANSOCEAN INC 07.5000 04/15/2031 0.05%
TRI POINTE GROUP / HOMES 05.8750 06/15/2024 0.05%
TRIBUNE MEDIA CO 05.8750 07/15/2022 0.05%
UNIVAR USA INC P/P 144A 06.7500 07/15/2023 0.05%
USA COMPRESSION PART 06.8750 04/01/2026 0.05%
USIS MERGER SUB INC P/P 144A 06.8750 05/01/2025 0.05%
VERTIV GROUP CORP P/P 144A 09.2500 10/15/2024 0.05%
VERTIV TLB L+400 06.7066 11/15/2023 0.05%
WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 0.05%
ABC SUPPLY CO INC P/P 144A 05.7500 12/15/2023 0.04%
ALTICE FINANCING SA P/P 144A 07.5000 05/15/2026 0.04%
ANTERO RESOURCES COR 05.6250 06/01/2023 0.04%
AUD/USD 01/16/2019 GSFX 0.04%
AVAYA HOLDINGS CORP 0.04%
BANK OF AMERICA CORP 06.5000 10/29/2049 0.04%
BERRY GLOBAL INC 05.5000 05/15/2022 0.04%
BIOMARIN PHARMA CV 00.5990 08/01/2024 0.04%
BSCMS 2006-PW11 C P/P 144A 05.2698 03/11/2039 0.04%
CALIFORNIA RESOURCES 05.0000 01/15/2020 0.04%
CCO HLDGS LLC/CAP CO P/P 144A 05.8750 04/01/2024 0.04%
CEC ENT INC 08.0000 02/15/2022 0.04%
CEMEX P/P 144A 05.7000 01/11/2025 0.04%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML 0.04%
CNG HOLDINGS INC P/P 144A 09.3750 05/15/2020 0.04%
CODERE FINANCE 2 LUXEMBO REGS 06.7500 11/01/2021 0.04%
CPG MERGER SUB LLC P/P 144A 08.0000 10/01/2021 0.04%
CPTFEMU P 1.735 R 09/15/37 0.04%
DCP MIDSTREAM OPERATING 05.3750 07/15/2025 0.04%
DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 0.04%
EI GROUP PLC REGS 07.5000 03/15/2024 0.04%
ENDO FIN LLC/ENDO FI P/P 144A 05.3750 01/15/2023 0.04%
ENRGY TRANS PT/REG FIN 05.0000 10/01/2022 0.04%
EUROPCAR MOBILITY REGS 04.1250 11/15/2024 0.04%
FHR 3072 SM 04.2533 11/15/2035 0.04%
FHR 4105 HI IO 03.5000 07/15/2041 0.04%
FLEX ACQ CO INC P/P 144A 06.8750 01/15/2025 0.04%
FLEX ACQ CO INC P/P 144A 07.8750 07/15/2026 0.04%
FNR 2011-59 BI IO 06.0000 08/25/2040 0.04%
FNR 2012-127 BI IO 04.5000 11/25/2042 0.04%
FNR 2012-145 TI IO 03.0000 11/25/2042 0.04%
FNR 2013-35 IP IO 03.0000 06/25/2042 0.04%
FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 0.04%
FRONTIER COMM 10.5000 09/15/2022 0.04%
GNR 2013-129 SN IO 03.6799 09/20/2043 0.04%
GOEASY LTD P/P 144A 07.8750 11/01/2022 0.04%
GRAY TELEVISION INC P/P 144A 05.8750 07/15/2026 0.04%
ICAHN ENTER/FIN 06.7500 02/01/2024 0.04%
ICAHN ENTERPRISES/FI 06.2500 02/01/2022 0.04%
ILLUMINA INC P/P 144A CV 00.0000 08/15/2023 0.04%
INTEL CORP CV 03.2500 08/01/2039 0.04%
JAZZ INVESTME USD 01.8750 08/15/2021 0.04%
KRONOS 2NDL L+825 09.2500 11/01/2024 0.04%
LLOYDS BANKING GROUP P/P 144A 06.6570 05/21/2037 0.04%
MALLINCKRODT FIN/SB P/P 144A 05.5000 04/15/2025 0.04%
MATTAMY GROUP CORP P/P 144A 06.5000 10/01/2025 0.04%
MEDICINES CO CV 02.5000 01/15/2022 0.04%
MERCER INTL INC USD 06.5000 02/01/2024 0.04%
MILLER HOMES GRP HLDS REGS 05.5000 10/15/2024 0.04%
MURRAY ENERGY TLB2 L+725 09.7766 10/17/2022 0.04%
OASIS PETROLEUM INC P/P 144A 06.2500 05/01/2026 0.04%
OPTN FN30 3.5 02/06/19 CALL 98.40625 JPMC 0.04%
OPTN FN30 3.5 02/06/19 CALL 98.5625 JPMC 0.04%
ORYX TLB L+325 05.7724 02/28/2025 0.04%
OSHKOSH CORP 05.3750 03/01/2025 0.04%
PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 0.04%
PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 0.04%
POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 0.04%
REALPAGE INC CV 01.5000 11/15/2022 0.04%
REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 0.04%
REP OF INDONESIA P/P 144A 05.9500 01/08/2046 0.04%
ROBERTSHAW 2NDL L+800 09.8725 02/15/2026 0.04%
ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 0.04%
ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 0.04%
RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 0.04%
SERVICENOW IN CV 00.0000 06/01/2022 0.04%
SINCLAIR TELEVISION P/P 144A 05.1250 02/15/2027 0.04%
SM ENERGY CO 06.1250 11/15/2022 0.04%
SPECTRUM BRANDS INC 05.7500 07/15/2025 0.04%
SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 0.04%
SQUARE INC P/P 144A CV 00.5000 05/15/2023 0.04%
STERIGENICS-NORDION P/P 144A 06.5000 05/15/2023 0.04%
SWPTN 12YX10Y P 2.725 USD 11/08/2029 GS 0.04%
SWPTN 12YX10Y P 3.005 USD 11/16/2029 GS 0.04%
SWPTN 12YX10Y R 3.005 USD 11/16/2029 GS 0.04%
SWPTN 1YX10Y P 3.096 USD 11/29/2019 JP 0.04%
SWPTN 1YX2Y R 0.025 EUR 08/28/2019 GS 0.04%
SWPTN 3MX1Y R 2.897 USD 03/13/2019 GS 0.04%
SWPTN 3MX5Y R 2.8625 USD 03/13/2019 CI 0.04%
SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC 0.04%
SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS 0.04%
SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP 0.04%
SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP 0.04%
TARGA RES PRTNRS 05.3750 02/01/2027 0.04%
TENDAM BRANDS SAU REGS 05.0000 09/15/2024 0.04%
TENNANT CO 05.6250 05/01/2025 0.04%
TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 0.04%
UBS GROUP FUNDING SWITZE REGS 06.8750 12/29/2049 0.04%
UNILABS SUBHOLD REGS 05.7500 05/15/2025 0.04%
UNIVISION COMM P/P 144A 05.1250 02/15/2025 0.04%
USD/JPY PUT 108.00 20190128 CITI 0.04%
USG CORP P/P 144A 05.5000 03/01/2025 0.04%
WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 0.04%
WPX ENERGY INC 05.7500 06/01/2026 0.04%
WYNDHAM HOTELS & RE P/P 144A 05.3750 04/15/2026 0.04%
1.3325 R ISWP SES3M P 01/24/2028 0.03%
1.3775 R ISWP SES3M P 01/30/2028 0.03%
1011778 BC / NEW RED P/P 144A 04.6250 01/15/2022 0.03%
AIR METHODS TLB L+350 04.7964 04/21/2024 0.03%
AIR TRANSPORT CV 01.1250 10/15/2024 0.03%
AKAMAI TECH P/P 144A CV 00.1250 05/01/2025 0.03%
ALTICE LUXEMBOURG SA REGS 06.2500 02/15/2025 0.03%
AMERICAN INTL GROUP 08.1750 05/15/2058 0.03%
ARD SECURITIES FIN P/P 144A 08.7500 01/31/2023 0.03%
ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 0.03%
ASCENT RESOURCES/AR P/P 144A 07.0000 11/01/2026 0.03%
ASP AMC MERGER SUB P/P 144A 08.0000 05/15/2025 0.03%
BANK OF AMERICA CORP 06.1000 12/29/2049 0.03%
BERRY GLOBAL INC 05.1250 07/15/2023 0.03%
BWAY CORP TLB L+325 05.6581 04/03/2024 0.03%
CAD/USD 01/16/2019 GSFX 0.03%
CALPINE CORP P/P 144A 05.2500 06/01/2026 0.03%
CAS 2015-C02 1M2 06.5063 05/25/2025 0.03%
CAS 2016-C06 1M2 06.7563 04/25/2029 0.03%
CBRE SERVICES INC 05.2500 03/15/2025 0.03%
CCC INFO 2NDL L+675 09.0946 04/27/2025 0.03%
CHEMOURS CO 07.0000 05/15/2025 0.03%
CHESAPEAKE EN CV 05.5000 09/15/2026 0.03%
CINEMARK USA INC 05.1250 12/15/2022 0.03%
CIT GROUP INC 05.0000 08/01/2023 0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.03%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.03%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.03%
COLONY STARWO CV 03.5000 01/15/2022 0.03%
COMMSCOPE TECH LLC P/P 144A 05.0000 03/15/2027 0.03%
CONTINENTAL RESOURCES 04.9000 06/01/2044 0.03%
CPG INTL TL L+375 05.0828 05/05/2024 0.03%
CPTFEMU P 1.71 R 08/15/37 0.03%
CPURNSA P 2.19 R 12/06/27 0.03%
CPURNSA P 2.1939 R 12/21/27 0.03%
DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 0.03%
DIAMONDBACK ENERGY INC 04.7500 11/01/2024 0.03%
DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 0.03%
DYCOM IND INC CV 00.7500 09/15/2021 0.03%
ELDORADO RESORTS INC 07.0000 08/01/2023 0.03%
ENDEAVOR ENERGY P/P 144A 05.5000 01/30/2026 0.03%
ENDO LTD/FIN LLC/FIN P/P 144A 06.0000 02/01/2025 0.03%
ENERGY TRANSFER LP 05.5000 06/01/2027 0.03%
ENSCO PLC USD 07.7500 02/01/2026 0.03%
EVEREST ACQ LLC/FIN 09.3750 05/01/2020 0.03%
FAIRFAX FINL HLDGS P/P 144A 04.8500 04/17/2028 0.03%
FEDERATIVE REP OF BRAZIL USD 05.0000 01/27/2045 0.03%
FHR 4210 PI IO 03.0000 12/15/2041 0.03%
FHS 304 C37 IO 03.5000 12/15/2027 0.03%
FNR 2005-83 QP 10.8778 11/25/2034 0.03%
FNR 2006-62 PS 24.8625 07/25/2036 0.03%
FNR 2007-53 SP 15.0104 06/25/2037 0.03%
FNR 2013-18 SB IO 03.6438 10/25/2041 0.03%
FNR 2013-23 PI IO 03.0000 10/25/2041 0.03%
FRAC TECH INTL TLB L+475 07.2724 04/16/2021 0.03%
GATES GLOBAL TLB L+275 05.2724 03/31/2024 0.03%
GFL ENVIRONMENTAL P/P 144A 05.3750 03/01/2023 0.03%
GLP CAPITAL LP / FIN II 05.3750 04/15/2026 0.03%
HCA INC. 07.5000 02/15/2022 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2029 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2032 0.03%
HELLENIC REPUBLIC REGS 03.0000 02/24/2033 0.03%
IHS MARKIT LTD USD 04.7500 08/01/2028 0.03%
INFOR US INC P/P 144A 05.7500 08/15/2020 0.03%
INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 0.03%
JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 0.03%
JELD-WEN INC P/P 144A 04.6250 12/15/2025 0.03%
JELD-WEN INC P/P 144A 04.8750 12/15/2027 0.03%
JO-ANN STORES TL L+500 07.4772 10/16/2023 0.03%
JOSEPH T RYERSON & S P/P 144A 11.0000 05/15/2022 0.03%
JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 0.03%
KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 0.03%
LENNAR CORP 05.8750 11/15/2024 0.03%
LEVEL 3 FINANCING INC 05.6250 02/01/2023 0.03%
LEVEL 3 TLB L+225 04.7538 02/22/2024 0.03%
LIVE NATION P/P 144A CV 02.5000 03/15/2023 0.03%
MERCER INTL INC USD 05.5000 01/15/2026 0.03%
NEIMAN MARCUS GROUP P/P 144A 08.7500 10/15/2021 0.03%
NICE SYS INC CV 01.2500 01/15/2024 0.03%
NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 0.03%
NOBLE HLDG INTL LTD P/P 144A 07.8750 02/01/2026 0.03%
NOVAFIVES REGS 05.0000 06/15/2025 0.03%
OASIS PETROLEUM INC 06.8750 01/15/2023 0.03%
OASIS PETROLEUM INC 06.8750 03/15/2022 0.03%
ON SEMICONDUC CV 01.6250 10/15/2023 0.03%
OPTN FN30 3.5 02/06/19 CALL 98.71875 JPMC 0.03%
PACIRA PHARMA CV 02.3750 04/01/2022 0.03%
PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 0.03%
PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 0.03%
REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 0.03%
RESIDEO FUNDING INC P/P 144A 06.1250 11/01/2026 0.03%
REVLON CONS TLB L+350 06.2066 09/07/2023 0.03%
RINGCENTRAL P/P 144A CV 00.0000 03/15/2023 0.03%
SEK/USD 03/20/2019 GSFX 0.03%
SPLUNK INC P/P 144A CV 01.1250 09/15/2025 0.03%
SPRINGLEAF FINANCE CORP 06.1250 05/15/2022 0.03%
SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS 0.03%
SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP 0.03%
SWPTN 12YX10Y R 2.725 USD 11/08/2029 GS 0.03%
SWPTN 3WX10Y R 2.8 USD 01/10/2019 MS 0.03%
SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS 0.03%
SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI 0.03%
THE AES CORPORATION 04.8750 05/15/2023 0.03%
TRIDENT MERGER SUB P/P 144A 06.6250 11/01/2025 0.03%
TWITTER INC CV 01.0000 09/15/2021 0.03%
UKRPI P 3.665 R 12/15/28 0.03%
UPC HOLDING BV P/P 144A 05.5000 01/15/2028 0.03%
VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 0.03%
VISTRA ENERGY CORP P/P 144A 08.1250 01/30/2026 0.03%
WELLCARE HEALTH PLANS 05.2500 04/01/2025 0.03%
WERNER TLB L+400 05.2583 07/24/2024 0.03%
WHITING PETROLEUM CORP 06.6250 01/15/2026 0.03%
WILLIAMS COS INC 07.7500 06/15/2031 0.03%
WORKDAY INC CV 00.2500 10/01/2022 0.03%
WRIGHT MEDICA P/P 144A CV 01.6250 06/15/2023 0.03%
1.955 R ISWP HKL3M P 04/23/2019 0.02%
1.96625 R ISWP HKL3M P 04/24/2019 0.02%
1.972 R ISWP FWD HKL3M P 04/25/2019 0.02%
3.05125 R ISWP FWD US0003M P 03/07/2028 0.02%
3.11 R ISWP FWD US0003M P 02/27/2028 0.02%
ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 0.02%
AES CORP/THE 04.5000 03/15/2023 0.02%
ALLEGHENY TECHNOLOGIES 05.9500 01/15/2021 0.02%
AMC ENT HOLDIN 05.8750 11/15/2026 0.02%
AUD/USD 01/16/2019 UBS 0.02%
BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 0.02%
BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 0.02%
BOMBARDIER INC P/P 144A 08.7500 12/01/2021 0.02%
BROOKFIELD RESID PRO P/P 144A 06.1250 07/01/2022 0.02%
CAESARS ENTERTAIN CORP CV 05.0000 10/01/2024 0.02%
CALPINE CORP P/P 144A 05.8750 01/15/2024 0.02%
CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 0.02%
CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 0.02%
CHEMOURS CO 05.3750 05/15/2027 0.02%
CHESAPEAKE ENERGY CORP 08.0000 06/15/2027 0.02%
CIT GROUP INC. 05.0000 08/15/2022 0.02%
CLEVELAND-CLIFFS INC 05.7500 03/01/2025 0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.02%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.02%
COUPA SOFTW P/P 144A CV 00.3750 01/15/2023 0.02%
COVANTA HOLDING CORP 06.0000 01/01/2027 0.02%
CSMC 2007-C4 C P/P 144A 05.9851 09/15/2039 0.02%
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DISH NETWORK CV 03.3750 08/15/2026 0.02%
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EVERBRIDGE INC CV 01.5000 11/01/2022 0.02%
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FHR 3408 EK 15.9139 04/15/2037 0.02%
FNR 2005-75 GS 12.7313 08/25/2035 0.02%
FNR 2008-24 SP 14.0937 02/25/2038 0.02%
FNS 378 19 IO 05.0000 06/25/2035 0.02%
FREEPORT-MCMORAN INC 05.4500 03/15/2043 0.02%
FRONTIER COMM 11.0000 09/15/2025 0.02%
GENON ENERGY INC. 09.8750 10/15/2020 0.02%
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IAC FINANCECO P/P 144A CV 00.8750 10/01/2022 0.02%
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IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 0.02%
ISTAR INC 05.2500 09/15/2022 0.02%
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JC PENNEY CORP INC 07.4000 04/01/2037 0.02%
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KCA DEUTAG US FIN LLC L+675 09.5530 03/21/2023 0.02%
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LIBERTY EXPEDIA HOLD INC 144A 0.02%
LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 0.02%
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MBX.FN30.500.10 R USL1M P 01/12/41 BC 0.02%
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NETFLIX INC P/P 144A 06.3750 05/15/2029 0.02%
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NOVELLUS SYS CV 02.6250 05/15/2041 0.02%
NRG ENERGY INC 05.7500 01/15/2028 0.02%
NUANCE COMM CV 01.2500 04/01/2025 0.02%
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OKTA INC P/P 144A CV 00.2500 02/15/2023 0.02%
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PATRICK INDS P/P 144A CV 01.0000 02/01/2023 0.02%
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RED HAT INC CV 00.2500 10/01/2019 0.02%
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STEEL DYNAMICS INC 04.1250 09/15/2025 0.02%
STEEL DYNAMICS INC 05.5000 10/01/2024 0.02%
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SWPTN 3MX1Y R 2.9215 USD 03/13/2019 GS 0.02%
SWPTN 3MX5Y R 3.035 USD 03/13/2019 CI 0.02%
T-MOBILE USA INC 04.5000 02/01/2026 0.02%
T-MOBILE USA INC. 04.0000 04/15/2022 0.02%
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TELADOC INC P/P 144A CV 01.3750 05/15/2025 0.02%
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TIAAC 2003-1A E 144A 08.0000 12/28/2038 0.02%
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TRANSDIGM INC 06.5000 05/15/2025 0.02%
TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 0.02%
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VERTIV INT HOLD CORP P/P 144A 12.0000 02/15/2022 0.02%
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WAYFAIR INC CV 00.3750 09/01/2022 0.02%
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WIX LTD P/P 144A 00.0000 07/01/2023 0.02%
ZIGGO BOND CO BV P/P 144A 04.6250 01/15/2025 0.02%
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0.148 R ISWP JPL6M P 02/16/2023 0.01%
0.35 R ISWP FWD CHL6M P 03/20/2029 0.01%
0.354 R ISWP FWD EUR006M P 09/21/2021 0.01%
0.385 R ISWP EUR006M P 10/23/2023 0.01%
0.55 R ISWP FWD SES3M P 03/20/2024 0.01%
1.125 R ISWP SES3M P 11/10/2027 0.01%
1.13 R ISWP SES3M P 11/10/2027 0.01%
1.1575 R ISWP SES3M P 11/13/2027 0.01%
1.16 R ISWP SES3M P 11/13/2027 0.01%
1.325 R ISWP SES3M P 10/23/2028 0.01%
1.40 R ISWP FWD GBL6M P 03/20/2024 0.01%
1.96 R ISWP HKL3M P 04/27/2019 0.01%
2.55 R ISWP FWD CDOR03 P 03/20/2029 0.01%
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2.80 R ISWP US0003M P 12/31/2028 0.01%
2.95 R ISWP FWD US0003M P 03/18/2049 0.01%
8.12 R ISWP MXIBTIIE P 12/24/2026 0.01%
8.20 R ISWP MXIBTIIE P 01/07/2027 0.01%
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BCAP 2012-RR5 4A8 02.4851 06/26/2035 0.01%
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CAD/USD 01/16/2019 BANKAM 0.01%
CAD/USD 01/16/2019 JPMCB 0.01%
CAD/USD 01/16/2019 WPAC 0.01%
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CHESAPEAKE ENERGY CORP 05.7500 03/15/2023 0.01%
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CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.01%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS 0.01%
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CPURNSA P 2.05 R 07/05/27 0.01%
CPURNSA P 2.085 R 07/03/27 0.01%
CYPRESS SEMI P/P CV 02.0000 02/01/2023 0.01%
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STEEL DYNAMICS INC 05.2500 04/15/2023 0.01%
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SWPTN 1YX2Y P 3.0975 USD 11/18/2019 MS 0.01%
SWPTN 3MX10Y P 3.098 USD 02/28/2019 MS 0.01%
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T-MOBILE USA INC 05.3750 04/15/2027 0.01%
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TRANSOCEAN INC P/P 144A 09.0000 07/15/2023 0.01%
TRIBUNE CLASS 1C LITIGAT 0.01%
TTM TECHNOLOGIES INC CV 01.7500 12/15/2020 0.01%
VECTOR GROUP LTD CV 01.7500 04/15/2020 0.01%
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VOCERA COMM P/P 144A CV 01.5000 05/15/2023 0.01%
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WMG ACQUISITION CORP P/P 144A 05.0000 08/01/2023 0.01%
WPX ENERGY INC 08.2500 08/01/2023 0.01%
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-0.0925 R ISWP SES3M P 01/24/2020 0.00%
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-0.119 R ISWP EUR006M P 10/23/2020 0.00%
-0.124 R ISWP FWD EONIA P 02/18/2020 0.00%
-0.1249 R ISWP EUR006M P 01/30/2020 0.00%
-0.14 R ISWP EUR006M P 01/24/2020 0.00%
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-0.2225 R ISWP SES3M P 11/13/2019 0.00%
-0.23 R ISWP SES3M P 11/13/2019 0.00%
-0.245 R ISWP SES3M P 11/10/2019 0.00%
-0.246 R ISWP SES3M P 11/10/2019 0.00%
0.035 R ISWP SES3M P 10/23/2020 0.00%
0.09 R ISWP JPL6M P 12/19/2022 0.00%
1.15 R ISWP FWD SES3M P 03/20/2029 0.00%
1.965 R ISWP HKL3M P 04/24/2019 0.00%
2.15 R ISWP FWD NOKOIB6M P 03/20/2029 0.00%
2.70 R ISWP FWD AUDBB6M P 03/20/2029 0.00%
2.75 R ISWP FWD NFIX3MID P 03/20/2029 0.00%
7.92 R ISWP JIBA3M P 01/25/2028 0.00%
ADVANZ PHARMA CORP 0.00%
ALLIANT HOLD / CO-IS P/P 144A 08.2500 08/01/2023 0.00%
AUD/USD 01/16/2019 JPMCB 0.00%
BACM 2007-5 XW IO P/P 144A 00.0000 02/10/2051 0.00%
BRL/USD 04/02/2019 GSFX 0.00%
BSCMS 06-PW14 XW IO P/P 144A 00.3144 12/11/2038 0.00%
CAD/USD 01/16/2019 HSBCB 0.00%
CAD/USD 01/16/2019 UBS 0.00%
CD 2007-CD5 XS IO 144A 00.0000 11/15/2044 0.00%
CHC GROUP LLC P/P 0.00%
CHF/USD 03/20/2019 JPMCB 0.00%
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CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP 0.00%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS 0.00%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP 0.00%
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IOS.FN30.350.12 R USL1M P 01/12/43 CS 0.00%
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IOS.FN30.400.10 R USL1M P 01/12/41 CS 0.00%
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IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
IOS.FN30.400.10 R USL1M P 01/12/41 JP 0.00%
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0.29 R ISWP JPL6M P 12/19/2027 -0.01%
0.365 R ISWP JPL6M P 01/15/2028 -0.01%
0.366 R ISWP JPL6M P 02/16/2028 -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
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CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.01%
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CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.01%
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EUR/USD 03/20/2019 CSI-FX -0.01%
EUR/USD 03/20/2019 SSBT -0.01%
EUR/USD 03/20/2019 UBS -0.01%
IOS.FN30.400.10 R USL1M P 01/12/41 JP -0.01%
IOS.FN30.400.11 R USL1M P 01/12/42 GS -0.01%
IOS.FN30.400.11 R USL1M P 01/12/42 GS -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 CS -0.01%
IOS.FN30.400.14 R USL1M P 01/12/45 GS -0.01%
JPY/USD 02/20/2019 CITI -0.01%
JPY/USD 02/20/2019 CSI-FX -0.01%
JPY/USD 02/20/2019 HSBCB -0.01%
JPY/USD 02/20/2019 RBSF -0.01%
KRW/USD 02/20/2019 BANKAM -0.01%
MXN/USD 01/16/2019 HSBCB -0.01%
NOK/USD 03/20/2019 HSBCB -0.01%
NZD/USD 01/16/2019 CSI-FX -0.01%
NZD/USD 01/16/2019 SSBT -0.01%
SEK/USD 03/20/2019 BCAP-FX -0.01%
SEK/USD 03/20/2019 CITI -0.01%
SEK/USD 03/20/2019 CSI-FX -0.01%
SEK/USD 03/20/2019 HSBCB -0.01%
SEK/USD 03/20/2019 SSBT -0.01%
SWPTN 1YX2Y P 2.663 USD 01/14/2019 CI -0.01%
SWPTN 1YX2Y P 2.77 USD 01/16/2019 JP -0.01%
SWPTN 1YX2Y P 3.3975 USD 11/18/2019 MS -0.01%
SWPTN 1YX2Y P 3.415 USD 11/19/2019 JP -0.01%
SWPTN 3MX10Y P 1.71 GBP 02/15/2019 JP -0.01%
SWPTN 3MX10Y P 2.9425 USD 03/13/2019 CI -0.01%
UKRPI P 3.3875 R 03/15/28 -0.01%
USD/CNH CALL 7.20 20190404 GSFX -0.01%
USD/JPY PUT 105.00 20190128 CITI -0.01%
0.6975 R ISWP SES3M P 02/05/2023 -0.02%
0.976 R ISWP EUR006M P 01/24/2028 -0.02%
0.9987 R ISWP EUR006M P 01/30/2028 -0.02%
1.863 R ISWP FWD GBL6M P 09/22/2032 -0.02%
2.427 R ISWP AUDBB6M P 11/03/2022 -0.02%
2.4525 R ISWP AUDBB6M P 11/15/2022 -0.02%
2.55 R ISWP US0003M P 04/26/2019 -0.02%
AUD/USD 01/16/2019 BANKAM -0.02%
AUD/USD 01/16/2019 CITI -0.02%
AUD/USD 01/16/2019 RBSF -0.02%
CAD/USD 01/16/2019 BCAP-FX -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.02%
CPTFEMU R 1.4275 P 08/15/27 -0.02%
CPTFEMU R 1.4475 P 09/15/27 -0.02%
CPURNSA R 2.05 P 12/06/22 -0.02%
CPURNSA R 2.068 P 12/21/22 -0.02%
GBP/USD CALL 1.44 20190613 BANKAM -0.02%
MBX.FN30.650.67 P USL1M R 01/12/38 BC -0.02%
NOK/USD 03/20/2019 BANKAM -0.02%
NOK/USD 03/20/2019 BCAP-FX -0.02%
NOK/USD 03/20/2019 SSBT -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.171875 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.328125 JPMC -0.02%
OPTN FN30 3.5 02/06/19 CALL 99.484375 JPMC -0.02%
UKRPI P 3.34 R 02/15/28 -0.02%
ZAR/USD 01/16/2019 GSFX -0.02%
0.6075 R ISWP SES3M P 01/24/2023 -0.03%
1.61375 R ISWP FWD EUR006M P 10/27/2027 -0.03%
1.912 R ISWP FWD GBL6M P 01/19/2032 -0.03%
CAD/USD 01/16/2019 CITI -0.03%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.03%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS -0.03%
CPTFEMU R 1.4 P 07/15/27 -0.03%
NOK/USD 03/20/2019 JPMCB -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.7890625 JPMC -0.03%
OPTN FN30 3.5 02/06/19 CALL 98.9453125 JPMC -0.03%
OPTN FN30 3.5 02/06/19 CALL 99.1015625 JPMC -0.03%
SWPTN 1MX1Y R 2.77 USD 01/17/2019 CI -0.03%
SWPTN 2YX3Y P 2.975 USD 11/30/2020 JP -0.03%
UKRPI P 3.4025 R 03/15/28 -0.03%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.04%
0.66875 R ISWP SES3M P 01/30/2023 -0.04%
1.815 R ISWP FWD EUR006M P 02/27/2028 -0.04%
2.35 R ISWP FWD NFIX3MID P 03/20/2024 -0.04%
3.395 R ISWP FWD AUDBB6M P 03/07/2028 -0.04%
AUD/USD 01/16/2019 HSBCB -0.04%
CAD/USD 01/16/2019 CSI-FX -0.04%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.04%
OPTN FN30 3.5 02/06/19 CALL 98.3359375 JPMC -0.04%
0.00 R ISWP BZDIOVRA P 01/02/2023 -0.05%
0.21 R ISWP EURIBOR6MD P 05/04/2022 -0.05%
2.40 R ISWP FWD CDOR03 P 03/20/2024 -0.05%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.05%
CPTFEMU R 1.4375 P 09/15/23 -0.05%
CPTFEMU R 1.4413 P 09/15/23 -0.05%
CPTFEMU R 1.4425 P 09/15/23 -0.05%
CPTFEMU R 1.4438 P 09/15/23 -0.05%
NOK/USD 03/20/2019 GSFX -0.05%
OPTN FN30 3.5 02/06/19 CALL 97.87890625 JPMC -0.05%
OPTN FN30 3.5 02/06/19 CALL 98.0234375 JPMC -0.05%
OPTN FN30 3.5 02/06/19 CALL 98.1796875 JPMC -0.05%
UKRPI P 3.34 R 03/15/28 -0.05%
5.93 R ISWP MXIBTIIE P 10/06/2021 -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.06%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.06%
OPTN FN30 3.5 02/06/19 CALL 97.56640625 JPMC -0.06%
OPTN FN30 3.5 02/06/19 CALL 97.72265625 JPMC -0.06%
SWPTN 1YX1Y R 2.58 USD 08/28/2019 MS -0.06%
SWPTN 3MX10Y R 2.9425 USD 03/13/2019 CI -0.06%
SWPTN 3MX2Y R 2.909 USD 03/13/2019 GS -0.06%
2.35 R ISWP FWD AUDBB6M P 03/20/2024 -0.07%
2.70 R ISWP FWD US0003M P 03/20/2024 -0.07%
CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML -0.07%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS -0.07%
OPTN FN30 3.5 01/07/19 CALL 98.640625 JPMC -0.07%
SWPTN 1YX2Y R 0.115 EUR 08/28/2019 GS -0.07%
NZD/USD 01/16/2019 GSFX -0.09%
SWPTN 1YX1Y R 2.8 USD 08/28/2019 MS -0.09%
SWPTN 2YX3Y R 2.975 USD 11/30/2020 JP -0.10%
SWPTN 5YX30Y P 3.215 USD 11/27/2023 GS -0.10%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.11%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.11%
SWPTN 5WX10Y R 2.9725 USD 01/09/2019 UB -0.11%
SWPTN 5WX10Y R 2.945 USD 01/14/2019 CI -0.13%
SWPTN 6WX10Y R 2.945 USD 01/22/2019 JP -0.13%
SWPTN 7YX23Y R 3.0 USD 04/04/2025 MS -0.13%
SWPTN 7YX23Y R 3.0 USD 04/14/2025 MS -0.13%
0.503 R ISWP FWD EUR006M P 03/21/2023 -0.14%
2.85 R ISWP FWD US0003M P 03/18/2029 -0.14%
3.1475 R ISWP US0003M P 11/20/2028 -0.14%
3.065 R ISWP FWD US0003M P 01/03/2029 -0.15%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.15%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP -0.16%
SWPTN 5YX30Y R 3.215 USD 11/27/2023 GS -0.17%
SWPTN 5WX10Y R 2.985 USD 01/11/2019 BC -0.18%
CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS -0.20%
SWPTN 5YX10Y P 3.229 USD 11/30/2023 JP -0.20%
SWPTN 3MX2Y R 3.1325 USD 01/03/2019 GS -0.21%
CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS -0.22%
2.75 R ISWP FWD US0003M P 03/18/2021 -0.23%
SWPTN 2YX20Y R 1.733 EUR 09/30/2019 JP -0.25%
SWPTN 5WX10Y R 3.0975 USD 01/03/2019 GS -0.27%
SWPTN 5YX10Y R 3.229 USD 11/30/2023 JP -0.31%
2.80 R ISWP FWD US0003M P 03/18/2024 -0.67%
FNMA FN30 TBA 04.5000 01/01/2049 -1.53%
FNMA FN30 TBA 03.0000 01/01/2049 -8.66%

Prior top 10 holdings

Top 10 holdings as of 01/31/19
Fnma Fn30 Tba 04.0000 02/01/2049
Fnma Fn30 Tba 03.5000 03/01/2049
Fnma Fn30 Tba 03.5000 02/01/2049
Gnma Gii30 Tba 04.5000 02/01/2049
Gnma Gii30 Tba 04.0000 02/01/2049
Fnma Fn30 Tba 05.5000 02/01/2049
United Mexican States Usd 05.5500 01/21/2045
Hellenic Republic Regs 03.0000 02/24/2028
Cas 2016-C03 2m2 08.4100 10/25/2028
Provincia De Cordoba Regs 07.4500 09/01/2024
Holdings represent 38.53% of portfolio
Top 10 holdings as of 12/31/18
Fnma Fn30 Tba 03.5000 01/01/2049
Fnma Fn30 Tba 04.0000 01/01/2049
Gnma Gii30 Tba 04.5000 01/01/2049
Gnma Gii30 Tba 04.0000 01/01/2049
Fnma Fn30 Tba 05.5000 01/01/2049
United Mexican States Usd 05.5500 01/21/2045
Petrobras Global Finance Usd 07.3750 01/17/2027
Cas 2016-C03 2m2 08.4063 10/25/2028
Petrobras Global Fin Usd 05.2990 01/27/2025
Provincia De Cordoba Regs 07.4500 09/01/2024
Holdings represent 37.62% of portfolio
Top 10 holdings as of 11/30/18
Fnma Fn30 Tba 03.5000 01/01/2049
Fnma Fn30 Tba 04.0000 01/01/2049
Gnma Gii30 Tba 04.5000 12/01/2048
Gnma Gii30 Tba 04.0000 12/01/2048
Fnma Fn30 Tba 05.5000 12/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
United Mexican States Usd 05.5500 01/21/2045
Cas 2016-C03 2m2 08.2151 10/25/2028
Cas 2015-C04 1m2 08.0151 04/25/2028
Provincia De Cordoba Regs 07.4500 09/01/2024
Holdings represent 31.78% of portfolio
Top 10 holdings as of 10/31/18
Fnma Fn30 Tba 03.5000 11/01/2048
Fnma Fn30 Tba 03.5000 12/01/2048
Fnma Fn30 Tba 04.0000 11/01/2048
Gnma Gii30 Tba 04.5000 12/01/2048
Gnma Gii30 Tba 04.0000 11/01/2048
Fnma Fn30 Tba 05.5000 11/01/2048
Petrobras Global Finance Usd 07.3750 01/17/2027
Provincia De Cordoba Regs 07.4500 09/01/2024
United Mexican States Usd 05.5500 01/21/2045
Cas 2016-C03 2m2 08.1814 10/25/2028
Holdings represent 24.49% of portfolio

Maturity detail

0 - 1 yr. -11.02%
1 - 5 yrs. 28.30%
5 - 10 yrs. 77.41%
10 - 15 yrs. 2.57%
Over 15 yrs. 2.74%

Quality rating

AAA 51.34%
AA 2.67%
A 1.95%
BBB 8.25%
BB 26.49%
B 16.83%
CCC and Below 8.42%
Not Rated -15.95%

Fund characteristics will vary over time.

Due to rounding, percentages may not equal 100%.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific sector, issuer or industry. These and other factors may also lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. You can lose money by investing in the fund. The fund’s shares trade on a stock exchange at market prices, which may be lower than the fund’s net asset value.

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.

Country allocation as of 01/31/19

United States 78.28%
Greece 3.45%
Argentina 3.37%
Brazil 2.94%
Mexico 2.07%
Indonesia 1.68%
Canada 1.20%
Russia 0.88%
United Kingdom 0.84%
 
Other
5.29%
Bermuda 0.73%
Ivory Coast 0.68%
Dominican Republic 0.65%
Luxembourg 0.62%
Egypt 0.51%
Venezuela 0.47%
Netherlands 0.38%
France 0.23%
Ireland 0.22%
Switzerland 0.22%
Germany 0.15%
South Africa 0.15%
Israel 0.14%
El Salvador 0.12%
Senegal 0.11%
Cayman Islands 0.10%
Sweden 0.08%
Jamaica 0.07%
Norway 0.05%
Spain 0.04%
Italy 0.03%
China 0.01%
India 0.01%
Hong Kong -0.03%
New Zealand -0.05%
Australia -0.11%
Japan -0.11%
European Community -0.18%

†The ICE BofAML U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.

Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk and the risk that they may increase in value when interest rates decline and decline in value when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. Bond prices may fall or fail to rise over extended periods of time for a variety of reasons, including general financial market conditions, changing market perceptions (including perceptions about the risk of default and expectations about monetary policy or interest rates), changes in government intervention in the financial markets, and factors related to a specific sector, issuer or industry. These and other factors may also lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. You can lose money by investing in the fund. The fund’s shares trade on a stock exchange at market prices, which may be lower than the fund’s net asset value.

Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.